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Nonparametric Estimation of a Generalized Additive Model with an Unknown Link Function

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Cited by:

  1. Colling, Benjamin & Van Keilegom, Ingrid, 2016. "Goodness-of-fit tests in semiparametric transformation models using the integrated regression function," LIDAM Discussion Papers ISBA 2016031, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  2. Horowitz, Joel L., 2004. "Semiparametric models," Papers 2004,17, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
  3. Bellemare, C. & Melenberg, B. & van Soest, A.H.O., 2002. "Semi-parametric Models for Satisfaction with Income," Other publications TiSEM a7ab8987-444a-4ab0-b566-c, Tilburg University, School of Economics and Management.
  4. Gayle, Wayne-Roy, 2013. "Identification and N-consistent estimation of a nonlinear panel data model with correlated unobserved effects," Journal of Econometrics, Elsevier, vol. 175(2), pages 71-83.
  5. Sokbae Lee, 2006. "Identification of a competing risks model with unknown transformations of latent failure times," Biometrika, Biometrika Trust, vol. 93(4), pages 996-1002, December.
  6. Arthur Lewbel & Oliver Linton, 2003. "Nonparametric estimation of homothetic and homothetically separable functions," CeMMAP working papers 14/03, Institute for Fiscal Studies.
  7. Jacho-Chávez, David & Lewbel, Arthur & Linton, Oliver, 2010. "Identification and nonparametric estimation of a transformed additively separable model," Journal of Econometrics, Elsevier, vol. 156(2), pages 392-407, June.
  8. Setareh Ranjbar & Stefan Sperlich, 2020. "A Note on Empirical Studies of Life-Satisfaction: Unhappy with Semiparametrics?," Journal of Happiness Studies, Springer, vol. 21(6), pages 2193-2212, August.
  9. Vanhems, Anne & Van Keilegom, Ingrid, 2013. "Semiparametric transformation model with endogeneity: a control function approach," LIDAM Discussion Papers ISBA 2013018, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  10. Härdle, Wolfgang Karl & Ritov, Ya'acov & Wang, Weining, 2013. "Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators," SFB 649 Discussion Papers 2013-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  11. Härdle, Wolfgang Karl & Ritov, Ya’acov & Wang, Weining, 2015. "Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models," Journal of Multivariate Analysis, Elsevier, vol. 134(C), pages 129-145.
  12. Orazio Attanasio & Elena Pastorino, 2020. "Nonlinear Pricing in Village Economies," Econometrica, Econometric Society, vol. 88(1), pages 207-263, January.
  13. Roca-Pardinas, Javier & Sperlich, Stefan, 2007. "Testing the link when the index is semiparametric--a comparative study," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6565-6581, August.
  14. Horowitz, Joel L. & Lee, Sokbae, 2004. "Semiparametric estimation of a panel data proportional hazards model with fixed effects," Journal of Econometrics, Elsevier, vol. 119(1), pages 155-198, March.
  15. repec:hum:wpaper:sfb649dp2013-047 is not listed on IDEAS
  16. Lewbel, Arthur & Lu, Xun & Su, Liangjun, 2015. "Specification testing for transformation models with an application to generalized accelerated failure-time models," Journal of Econometrics, Elsevier, vol. 184(1), pages 81-96.
  17. Manuel Febrero-Bande & Wenceslao González-Manteiga, 2013. "Generalized additive models for functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(2), pages 278-292, June.
  18. Van Keilegom, Ingrid & Vanhems, Anne, 2011. "Semiparametric transformation model with endogeneity: a control function approach," TSE Working Papers 11-243, Toulouse School of Economics (TSE).
  19. Toshio Honda, 2004. "Nonparametric regression with current status data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(1), pages 49-72, March.
  20. Jiang, George J. & Zaynutdinova, Gulnara R. & Zhang, Huacheng, 2021. "Stock-selection timing," Journal of Banking & Finance, Elsevier, vol. 125(C).
  21. O. Linton & E. Mammen, 2005. "Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods," Econometrica, Econometric Society, vol. 73(3), pages 771-836, May.
  22. Coppejans, Mark, 2004. "On Kolmogorov's representation of functions of several variables by functions of one variable," Journal of Econometrics, Elsevier, vol. 123(1), pages 1-31, November.
  23. Vanhems, Anne & Van Keilegom, Ingrid, 2011. "Semiparametric transformation model with endogeneity: a control function approach," LIDAM Discussion Papers ISBA 2011011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  24. Hengartner, Nicolas W. & Sperlich, Stefan, 2005. "Rate optimal estimation with the integration method in the presence of many covariates," Journal of Multivariate Analysis, Elsevier, vol. 95(2), pages 246-272, August.
  25. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
  26. Vanhems, Anne & Van Keilegom, Ingrid, 2019. "Estimation Of A Semiparametric Transformation Model In The Presence Of Endogeneity," Econometric Theory, Cambridge University Press, vol. 35(1), pages 73-110, February.
  27. Charles Bellemare & Bertrand Melenberg & Arthur van Soest van Soest, 2002. "Semi-parametric models for satisfaction with income," CeMMAP working papers 12/02, Institute for Fiscal Studies.
  28. Li, Baibing, 2011. "The multinomial logit model revisited: A semi-parametric approach in discrete choice analysis," Transportation Research Part B: Methodological, Elsevier, vol. 45(3), pages 461-473, March.
  29. Colling, Benjamin & Van Keilegom, Ingrid, 2017. "Goodness-of-fit tests in semiparametric transformation models using the integrated regression function," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 10-30.
  30. Lin, Huazhen & Pan, Lixian & Lv, Shaogao & Zhang, Wenyang, 2018. "Efficient estimation and computation for the generalised additive models with unknown link function," Journal of Econometrics, Elsevier, vol. 202(2), pages 230-244.
  31. Su, Liangjun & Ullah, Aman, 2008. "Local polynomial estimation of nonparametric simultaneous equations models," Journal of Econometrics, Elsevier, vol. 144(1), pages 193-218, May.
  32. Muggeo, Vito M.R. & Ferrara, Giancarlo, 2008. "Fitting generalized linear models with unspecified link function: A P-spline approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2529-2537, January.
  33. Arthur Lewbel & Oliver Linton, 2007. "Nonparametric Matching and Efficient Estimators of Homothetically Separable Functions," Econometrica, Econometric Society, vol. 75(4), pages 1209-1227, July.
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